mysqladmin
If you have never set a root password for MySQL, the server does not require a password at all for connecting as root. To setup root password for first time, use mysqladmin command at shell prompt as follows:

$ mysqladmin -u root password NEWPASSWORD

However, if you want to change (or update) a root password, then you need to use following command

$ mysqladmin -u root -p oldpassword newpass

Enter password:
Change MySQL password for other user

To change a normal user password you need to type (let us assume you would like to change password for nikesh):